market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.50% 78.75 % 79.15 % 500,000 500,000 500,000 500,000 396,330 CHF 398,330 CHF 99.38% 99.38%
19/11/2024 0.50% 79.85 % 80.25 % 500,000 500,000 500,000 500,000 399,038 CHF 401,038 CHF 99.38% 99.38%
18/11/2024 0.50% 80.40 % 80.80 % 500,000 500,000 500,000 500,000 400,812 CHF 402,812 CHF 98.95% 98.95%
15/11/2024 0.49% 80.60 % 81.00 % 500,000 500,000 500,000 500,000 404,282 CHF 406,282 CHF 99.36% 99.36%
14/11/2024 0.49% 81.45 % 81.85 % 500,000 500,000 500,000 500,000 408,195 CHF 410,195 CHF 99.38% 99.38%
13/11/2024 0.50% 81.80 % 82.20 % 500,000 500,000 500,000 500,000 402,344 CHF 404,344 CHF 65.04% 65.04%
12/11/2024 0.49% 80.95 % 81.35 % 500,000 500,000 500,000 500,000 410,571 CHF 412,571 CHF 99.16% 99.16%
11/11/2024 0.49% 82.90 % 83.30 % 500,000 500,000 500,000 500,000 410,805 CHF 412,805 CHF 99.38% 99.38%
08/11/2024 0.49% 81.75 % 82.15 % 500,000 500,000 500,000 500,000 410,726 CHF 412,726 CHF 99.37% 99.37%
07/11/2024 0.48% 83.25 % 83.65 % 500,000 500,000 500,000 500,000 417,515 CHF 419,515 CHF 98.56% 98.56%

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